Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 61'649 CHF | 61'899 CHF | 100.00% | 100.00% |
12.07.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'336 CHF | 62'586 CHF | 98.98% | 98.98% |
11.07.2024 | 0.40% | 2.43 CHF | 2.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 61'610 CHF | 61'860 CHF | 99.94% | 99.94% |
10.07.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'261 CHF | 60'511 CHF | 99.84% | 99.84% |
09.07.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'668 CHF | 56'918 CHF | 100.00% | 100.00% |
08.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'254 CHF | 55'504 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'042 CHF | 55'292 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 25'000 | 25'000 | 24'997 | 25'000 | 54'495 CHF | 54'753 CHF | 100.00% | 100.00% |
03.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'039 CHF | 53'289 CHF | 99.51% | 99.51% |
02.07.2024 | 0.47% | 2.07 CHF | 2.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'702 CHF | 52'952 CHF | 99.99% | 99.99% |